Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.614 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49301.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45239.97 Kr¶

PnL: ---------------------------------------> 183.97 Kr¶

DD now: ---------------------------------> -7.189 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:32:34.775906'

Anic Portfolio¶

Today¶

Return: -0.839 %¶

This Week¶

Return: -0.003 %¶

Total portfolio value¶

Return including deposits: 61.4 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.180000 1670.760000 201.760000 13.730000 1468.999998
Orrön Energy 180 -1.390000 2171.700000 128.700000 6.300000 2043.000000
Atrium Ljungberg B 5 -0.250000 992.500000 57.500000 6.150000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Sagax B 4 -0.760000 890.400000 36.400000 4.260000 854.000000
Hexatronic Group 12 0.100000 1002.720000 35.720000 3.690000 966.999996
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
JM 6 -0.800000 895.200000 31.200000 3.610000 864.000000
Sedana Medical 93 -4.120000 2551.920000 30.920000 1.230000 2521.000011
Platzer Fastigheter Holding B 12 -3.060000 988.800000 27.800000 2.890000 960.999996
OX2 13 1.840000 972.400000 22.400000 2.360000 949.999999
Bilia A 8 -0.090000 915.200000 15.200000 1.690000 900.000000
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
VEF 909 -2.480000 1861.630000 11.630000 0.630000 1850.000436
HEXPOL B 9 0.260000 1030.500000 9.500000 0.930000 1020.999996
BioGaia B 8 -1.520000 936.000000 6.000000 0.650000 930.000000
Gränges 9 -1.240000 930.600000 2.600000 0.280000 927.999999
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
Byggmax Group 33 -1.900000 955.020000 -0.980000 -0.100000 956.000001
AcadeMedia 8 -1.570000 400.000000 -2.000000 -0.500000 402.000000
ASSA ABLOY B 3 -1.000000 771.900000 -7.100000 -0.910000 779.000001
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
INVISIO 16 1.550000 3672.000000 -17.000000 -0.460000 3689.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
Addnode Group B 11 -0.610000 896.500000 -24.500000 -2.660000 921.000003
SKF B 5 -0.680000 912.000000 -28.000000 -2.980000 940.000000
Indutrade 5 -0.710000 1181.500000 -36.500000 -3.000000 1218.000000
Latour B 4 -1.030000 807.600000 -49.400000 -5.760000 857.000000
Vitec Software Group B 2 -2.740000 1030.000000 -57.000000 -5.240000 1087.000000
Bufab 3 -0.690000 1043.400000 -65.600000 -5.920000 1109.000001
Hexagon B 26 -2.010000 3364.400000 -96.600000 -2.790000 3461.000010
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
TOTAL 45239.970000 183.970000 -7.18903% 45056.000411

Updated:¶

'2023-07-05 13:32:51.521654'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶